Approximating the distributions of estimators of financial risk under an asymmetric Laplace law

A. Alexandre Trindade, Yun Zhu. Approximating the distributions of estimators of financial risk under an asymmetric Laplace law. Computational Statistics & Data Analysis, 51(7):3433-3447, 2007. [doi]

Authors

A. Alexandre Trindade

This author has not been identified. Look up 'A. Alexandre Trindade' in Google

Yun Zhu

This author has not been identified. Look up 'Yun Zhu' in Google